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On Domains of Uniform Local Attraction in Extreme Value Theory

On Domains of Uniform Local Attraction in Extreme Value Theory

An absolutely continuous distribution $F$ is said to be in the domain of uniform local attraction of the absolutely continuous distribution $H$ if the density of the normalized maximum of an independent sample of size $n$ converges locally uniformly to the density of $H$ as $n \rightarrow \infty$. Under the …